optimal portfolios

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    Project Report on Forecasting the Equity Premium and Optimal Portfolios

    Description The process of calculating the equity risk premium, and selection of the data used, is highly subjective to the study in question, but is generally accepted to be in the range of 3-7% in the long-run. Dimson et al. calculated a premium of "around 3-3.5% on a geometric mean basis" for...
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